| Trading Metrics calculated at close of trading on 23-Nov-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Nov-2018 |
23-Nov-2018 |
Change |
Change % |
Previous Week |
| Open |
6,527.75 |
6,584.25 |
56.50 |
0.9% |
6,875.00 |
| High |
6,647.75 |
6,601.50 |
-46.25 |
-0.7% |
6,934.50 |
| Low |
6,509.00 |
6,495.00 |
-14.00 |
-0.2% |
6,449.50 |
| Close |
6,576.25 |
6,531.00 |
-45.25 |
-0.7% |
6,531.00 |
| Range |
138.75 |
106.50 |
-32.25 |
-23.2% |
485.00 |
| ATR |
192.78 |
186.62 |
-6.16 |
-3.2% |
0.00 |
| Volume |
569,302 |
362,540 |
-206,762 |
-36.3% |
2,586,247 |
|
| Daily Pivots for day following 23-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,862.00 |
6,803.00 |
6,589.50 |
|
| R3 |
6,755.50 |
6,696.50 |
6,560.25 |
|
| R2 |
6,649.00 |
6,649.00 |
6,550.50 |
|
| R1 |
6,590.00 |
6,590.00 |
6,540.75 |
6,566.25 |
| PP |
6,542.50 |
6,542.50 |
6,542.50 |
6,530.50 |
| S1 |
6,483.50 |
6,483.50 |
6,521.25 |
6,459.75 |
| S2 |
6,436.00 |
6,436.00 |
6,511.50 |
|
| S3 |
6,329.50 |
6,377.00 |
6,501.75 |
|
| S4 |
6,223.00 |
6,270.50 |
6,472.50 |
|
|
| Weekly Pivots for week ending 23-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
8,093.25 |
7,797.25 |
6,797.75 |
|
| R3 |
7,608.25 |
7,312.25 |
6,664.50 |
|
| R2 |
7,123.25 |
7,123.25 |
6,620.00 |
|
| R1 |
6,827.25 |
6,827.25 |
6,575.50 |
6,732.75 |
| PP |
6,638.25 |
6,638.25 |
6,638.25 |
6,591.00 |
| S1 |
6,342.25 |
6,342.25 |
6,486.50 |
6,247.75 |
| S2 |
6,153.25 |
6,153.25 |
6,442.00 |
|
| S3 |
5,668.25 |
5,857.25 |
6,397.50 |
|
| S4 |
5,183.25 |
5,372.25 |
6,264.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,934.50 |
6,449.50 |
485.00 |
7.4% |
175.25 |
2.7% |
17% |
False |
False |
655,549 |
| 10 |
7,166.25 |
6,449.50 |
716.75 |
11.0% |
188.50 |
2.9% |
11% |
False |
False |
681,368 |
| 20 |
7,231.00 |
6,449.50 |
781.50 |
12.0% |
197.50 |
3.0% |
10% |
False |
False |
693,924 |
| 40 |
7,728.75 |
6,449.50 |
1,279.25 |
19.6% |
191.50 |
2.9% |
6% |
False |
False |
683,470 |
| 60 |
7,728.75 |
6,449.50 |
1,279.25 |
19.6% |
160.75 |
2.5% |
6% |
False |
False |
523,435 |
| 80 |
7,728.75 |
6,449.50 |
1,279.25 |
19.6% |
140.00 |
2.1% |
6% |
False |
False |
392,776 |
| 100 |
7,728.75 |
6,449.50 |
1,279.25 |
19.6% |
132.00 |
2.0% |
6% |
False |
False |
314,316 |
| 120 |
7,728.75 |
6,449.50 |
1,279.25 |
19.6% |
127.00 |
1.9% |
6% |
False |
False |
261,977 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,054.00 |
|
2.618 |
6,880.25 |
|
1.618 |
6,773.75 |
|
1.000 |
6,708.00 |
|
0.618 |
6,667.25 |
|
HIGH |
6,601.50 |
|
0.618 |
6,560.75 |
|
0.500 |
6,548.25 |
|
0.382 |
6,535.75 |
|
LOW |
6,495.00 |
|
0.618 |
6,429.25 |
|
1.000 |
6,388.50 |
|
1.618 |
6,322.75 |
|
2.618 |
6,216.25 |
|
4.250 |
6,042.50 |
|
|
| Fisher Pivots for day following 23-Nov-2018 |
| Pivot |
1 day |
3 day |
| R1 |
6,548.25 |
6,559.75 |
| PP |
6,542.50 |
6,550.25 |
| S1 |
6,536.75 |
6,540.50 |
|